+207.9%
PDD vs VIG
+164.2%
+43.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -4.1% | -0.4% | -3.6% | -3.7% |
| 30D | -9.6% | -1.0% | -8.6% | -8.9% |
| 3M | -4.3% | +2.8% | -7.0% | -6.7% |
| 6M | -18.8% | +8.2% | -27.0% | -24.4% |
| YTD | -27.5% | +11.0% | -38.5% | -34.0% |
| 1Y | -33.6% | +16.1% | -49.8% | -41.9% |
| 3Y | -20.4% | +56.2% | -76.6% | -47.1% |
| 5Y | -19.6% | +63.0% | -82.6% | -47.8% |
| All | +207.9% | +164.2% | +43.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling